Prince George enjoyed a "lovely" first Christmas but stayed in the warm as the Royal Family attended their traditional Christmas Day church service.

It was a full house at Sandringham as four generations gathered for the festivities on the Norfolk estate.

The Duke and Duchess of Cambridge looked relaxed as they made the journey to St Mary Magdalene Church on foot holding hands. But there was no sign of Prince George as temperatures stayed just above freezing.

One member of the crowd shouted: "Where's the baby?"

Wearing a tartan Alexander McQueen coat and a hat by Gina Foster, Kate smiled and waved to the crowds.

As she left the service, she stopped to chat to Cicely Howard, 75, from Great Yarmouth, who asked about the baby.

"She told me he was having a lovely day but was more interested in the wrapping paper than the presents," Ms Howard said.

William told the crowd: "We've had a good morning with George and I can't wait until next year when he's bigger."

Kate was seen curtseying to the Queen, who wore a burnt orange cashmere Stewart Parvin coat, fur hat and a diamond broach, as the family attended a private service earlier in the morning.

Prince Harry, still sporting a beard from his exertions in the Arctic with the charity Walking With the Wounded, attended alone despite rumours his girlfriend, Cressida Bonas, may join him.

Harry said he intended to keep his beard as it was a "Royal tradition".

The Duke of York accompanied the Duke of Edinburgh as they led the foot procession.

After the service, conducted by the rector of Sandringham, Jonathan Riviere, the Prince of Wales and Duchess of Cornwall chatted to Park House residents while the Queen was presented with gifts from children.

Kate also collected flowers from a second line of children.

Eight-months pregnant Zara Phillips chose to travel by car with the Queen while her husband, Mike Tindall, walked alongside Peter Phillips as part of one of the longest Christmas Day processions of recent years.

As he left the service, Mr Tindall was heard remarking "I feel a bit empty walking alone without a partner", as his wife waited to make the return journey with the Queen.

The Earl of Wessex approached the crowd and joked: "I bet none of you know who I am."

About 3,000 well-wishers gathered outside the church to watch them arrive.

Before the service a pilot entertained them by drawing a smiley face, heart and kiss in vapour trails in the sky.

The service opened with a rendition of Christians, Awake followed by Once In Royal David's City.

Recent years have seen reduced numbers - last year the Duke and Duchess of Cambridge chose to spend Christmas Day with Kate's family in Berkshire, while Prince Harry was on tour in Afghanistan.

In 2011, Prince Philip was absent from many public appearances after being admitted to hospital for a heart operation.

There had been unconfirmed reports that grandparents Michael and Carole Middleton would also attend. There was no sign of them but it is thought they may arrive at the estate tomorrow.

The royal habit of spending Christmas at Sandringham is believed to date to Queen Victoria's reign.

The family traditionally open their presents on Christmas Eve and will enjoy a Norfolk turkey with all the trimmings after today's service.